From 9152d8da37f7b0603f1a5c63210bf4f208fe3f91 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Mon, 29 Sep 2014 10:52:53 -0400 Subject: [PATCH] DOC: Slightly better comment on Frequency._ffill. --- zipline/history/history.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/zipline/history/history.py b/zipline/history/history.py index 21b726a3..027ffe45 100644 --- a/zipline/history/history.py +++ b/zipline/history/history.py @@ -258,7 +258,8 @@ class HistorySpec(object): self.frequency = frequency # The field, e.g. 'price', 'volume', etc. self.field = field - # Whether or not to forward fill the nan data. + # Whether or not to forward fill nan data. Only has an effect if this + # spec's field is in FORWARD_FILLABLE. self._ffill = ffill # Calculate the cache key string once.